-16.2%
MOH vs ALHC
-29.3%
+13.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -3.3% | -1.0% | -2.4% | -3.2% |
| 30D | -0.1% | -6.3% | +6.3% | +0.8% |
| 3M | -1.1% | -12.3% | +11.2% | -0.5% |
| 6M | +35.9% | -27.0% | +62.9% | +39.1% |
| YTD | +13.1% | -31.8% | +45.0% | +16.8% |
| 1Y | +11.8% | -17.0% | +28.8% | +12.2% |
| 3Y | -38.7% | +159.8% | -198.6% | -48.1% |
| 5Y | -25.1% | -25.1% | 0.0% | -32.7% |
| All | -16.2% | -29.3% | +13.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling